搜索结果: 1-9 共查到“应用经济学 Stock market”相关记录9条 . 查询时间(0.076 秒)
How does the market react to news regarding large uncertain projects?
We analyze stock market reactions to information about changes in opening dates of
movies, and present two main findings. ...
In an unexpected mashup of financial and mechanical engineering, researchers have discovered that the same modeling used to forecast fluctuations in the stock market can be used to predict aspects of ...
An Agent-based Model of the Nasdaq Stock Market: Historic Validation and Future Directions.
Nasdaq Stock Market Historic Validation
2014/8/8
This paper presents an agent-based model of a dealer-mediated
market, similar to Nasdaq
1
. We outline the overall model and represen-
tation of the market rules and order handling infrastructure,...
A finite-dimensional quantum model for the stock market
econophysics quantum finance finite quantum systems
2012/4/28
We present a finite-dimensional version of the quantum model for the stock market proposed in [C. Zhang and L. Huang, A quantum model for the stock market, Physica A 389(2010) 5769]. Our approach is a...
Non - Randomness Stock Market Price Model
Non - Randomness Stock Market Price Model everywhere discontinuous function
2011/3/23
A new model for the stock market price analysis is proposed. It is suggested to look at price as an everywhere discontinuous function of time of bounded variation.
The p-adic theory of the stock market is presented. It is shown that the price dynamics is very naturally described by the adelic function. The procedure of derivation of the functional integral formu...
Statistical Properties of Cross-Correlation in the Korean Stock Market
correlation matrix random matrix theory markowitz portfolio theory
2010/10/22
We investigate the statistical properties of the correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the po...
Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices
spectral analysis noise reduction Rademacher distribution
2010/10/21
While the use of volatilities is pervasive throughout finance, our ability to determine the instantaneous volatility of stocks is nascent. Here, we present a method for measuring the temporal behavior...
Social Interaction and Stock Market Participation
Social Interaction Stock Market Participation
2014/3/18
Social Interaction and Stock Market Participation。